Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52211.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45846.23 Kr¶

PnL: ---------------------------------------> -876.37 Kr¶

DD now: ---------------------------------> -1.712 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 15:10:37.593597'

Anic Portfolio¶

Today¶

Return: -0.623 %¶

This Week¶

Return: -1.611 %¶

Total portfolio value¶

Return including deposits: 70.926 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.690000 4479.300000 159.300000 3.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.530000 666.890000 27.890000 4.360000 638.999984
NCC B 7 2.500000 661.150000 7.150000 1.090000 653.999997
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SynAct Pharma 9 0.280000 647.100000 2.100000 0.330000 645.000003
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
BONESUPPORT HOLDING 10 -0.240000 1222.000000 -2.000000 -0.160000 1224.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Biotage 4 -0.600000 600.400000 -2.600000 -0.430000 603.000000
SCA A 4 -1.060000 596.000000 -3.000000 -0.500000 599.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Sdiptech B 3 0.960000 817.800000 -4.200000 -0.510000 822.000000
Latour B 2 -0.220000 444.400000 -4.600000 -1.020000 449.000000
Addnode Group B 6 -0.720000 744.600000 -5.400000 -0.720000 750.000000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Investor B 3 -1.080000 648.450000 -7.050000 -1.080000 655.500000
Embracer Group B 26 0.360000 652.470000 -9.530000 -1.440000 661.999988
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.570000 1305.500000 -14.500000 -1.100000 1320.000000
Fortnox 10 -0.980000 648.600000 -19.400000 -2.900000 668.000000
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Vitrolife 3 -1.190000 645.600000 -31.400000 -4.640000 677.000001
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Lundin Gold 7 -0.890000 932.400000 -41.600000 -4.270000 973.999999
Xvivo Perfusion 3 -2.550000 802.500000 -42.500000 -5.030000 845.000001
Creades A 7 -8.800000 558.600000 -52.400000 -8.580000 610.999998
Ambea 68 -0.920000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 -1.100000 3465.600000 -79.400000 -2.240000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.310000 3802.000000 -114.000000 -2.910000 3916.000000
Gaming Innovation Group 161 -2.330000 4041.100000 -146.900000 -3.510000 4187.999942
Bactiguard Holding B 37 -11.430000 2667.700000 -292.300000 -9.880000 2960.000000
TOTAL 45846.230000 -876.370000 -1.71153% 46722.599938

Updated:¶

'2023-06-09 15:10:54.685376'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶